I put the frozen rodents in hot water from the tap until thawed. Then replace the water (again with hot water from the tap) and keep the rodents there while I fish them out to feed. I have a small towel handy and after letting the rodent drip dry for a minute, I pad it dry and feed it off.
I feel the rodent to make sure there are no cold spots or hot spots before feeding and have had no problems.

Andy -